WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 528,700
COMMITMENTS
74,379 105,958 123,278 295,046 242,490 492,703 471,726 35,997 56,974
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -15,911)
-2,260 -7,179 -13,447 -462 5,216 -16,169 -15,410 258 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 20.0 23.3 55.8 45.9 93.2 89.2 6.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
112 154 176 84 106 318 348
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,490,534
COMMITMENTS
244,857 213,654 350,744 752,177 640,280 1347778 1204678 142,756 285,856
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -85,558)
3,555 8,108 -80,887 -1,708 -1,739 -79,040 -74,518 -6,518 -11,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 14.3 23.5 50.5 43.0 90.4 80.8 9.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698)
174 165 228 230 290 527 598
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 18,401
COMMITMENTS
1,682 3,966 1,787 11,560 10,682 15,029 16,435 3,372 1,967
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -376)
-27 -19 46 -242 -570 -222 -543 -153 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 21.6 9.7 62.8 58.0 81.7 89.3 18.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 17 7 18 14 35 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 609,276
COMMITMENTS
126,872 51,084 152,287 273,599 292,800 552,759 496,170 56,517 113,105
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -15,853)
8,104 -2,937 -19,583 -3,255 6,876 -14,733 -15,644 -1,120 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 8.4 25.0 44.9 48.1 90.7 81.4 9.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
164 134 197 116 168 398 417
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,541
COMMITMENTS
15,534 570 438 47 3,158 16,019 4,166 2,522 14,375
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 484)
708 390 -46 -14 225 648 569 -164 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.8 3.1 2.4 0.3 17.0 86.4 22.5 13.6 77.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
17 3 11 3 8 21 21
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,810
COMMITMENTS
3,277 2,334 2,062 1,205 2,041 6,544 6,437 266 373
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 306)
413 181 -45 -52 190 317 327 -11 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 34.3 30.3 17.7 30.0 96.1 94.5 3.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 11 12 2 4 16 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 309,239
COMMITMENTS
48,264 27,956 64,937 164,747 193,855 277,948 286,748 31,291 22,491
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -26,420)
-1,943 -384 -16,241 -8,954 -5,707 -27,138 -22,332 718 -4,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.0 21.0 53.3 62.7 89.9 92.7 10.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
65 60 96 69 71 208 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 744,381
COMMITMENTS
73,342 160,000 26,426 504,115 411,807 603,884 598,233 140,497 146,148
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 28,091)
17,657 -2,970 567 -6,601 36,209 11,622 33,806 16,468 -5,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 21.5 3.6 67.7 55.3 81.1 80.4 18.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
25 36 33 77 80 122 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 118,116
COMMITMENTS
1,742 26,972 1,485 74,824 69,135 78,051 97,592 40,065 20,524
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -251)
-2,783 -651 -79 2,578 3,496 -284 2,766 33 -3,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 22.8 1.3 63.3 58.5 66.1 82.6 33.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 5 1 11 13 13 18
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,681
COMMITMENTS
1,304 338 168 6,805 7,934 8,277 8,440 404 241
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 21)
-116 60 27 81 -107 -8 -20 29 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.9 1.9 78.4 91.4 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 4 2 16 18 26 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 221,547
COMMITMENTS
61,533 20,872 39,420 85,187 134,670 186,141 194,963 35,406 26,584
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -19,781)
6,762 -9,171 -14,317 -11,245 4,235 -18,801 -19,253 -981 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 9.4 17.8 38.5 60.8 84.0 88.0 16.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
70 41 58 68 72 174 147
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,680
COMMITMENTS
3,528 3,978 2,047 8,808 8,737 14,383 14,762 3,297 2,918
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -1,384)
-123 405 -1,143 -712 -1,211 -1,977 -1,949 593 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 22.5 11.6 49.8 49.4 81.4 83.5 18.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 25 17 26 21 59 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,086,828
COMMITMENTS
286,203 208,130 59,600 629,207 668,057 975,010 935,787 111,817 151,041
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -21,825)
-47,621 -13,799 891 14,287 -19,546 -32,443 -32,455 10,619 10,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 19.2 5.5 57.9 61.5 89.7 86.1 10.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
39 52 30 85 119 140 185
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,027,098
COMMITMENTS
129,232 318,492 167,524 1416581 1201472 1713337 1687487 313,761 339,610
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: -20,066)
9,166 -30,100 -9,808 -55,478 6,721 -56,120 -33,188 36,055 13,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 15.7 8.3 69.9 59.3 84.5 83.2 15.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
35 61 60 138 158 216 236
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,024,690
COMMITMENTS
166,507 137,226 31,328 609,855 605,176 807,690 773,730 216,999 250,960
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 24,581)
23,707 -4,940 -6,049 -4,632 16,422 13,026 5,434 11,555 19,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 13.4 3.1 59.5 59.1 78.8 75.5 21.2 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 26 27 67 86 107 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,116,885
COMMITMENTS
164,394 64,195 388,987 518,460 603,775 1071841 1056958 45,044 59,927
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 39,668)
-16,035 -3,684 -6,285 59,797 47,136 37,477 37,167 2,192 2,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 5.7 34.8 46.4 54.1 96.0 94.6 4.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
31 26 43 65 69 114 121
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,675
COMMITMENTS
31,265 13,027 1,084 43,031 60,489 75,379 74,600 14,296 15,075
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,292)
1,291 3,106 571 -112 -4,852 1,750 -1,175 -458 2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 14.5 1.2 48.0 67.5 84.1 83.2 15.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 14 8 29 32 64 52
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 16,353
COMMITMENTS
4,481 777 6 11,576 15,289 16,063 16,072 290 281
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 852)
1,124 -403 0 -378 1,281 746 878 106 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.8 0.0 70.8 93.5 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 10 1 8 19 12 30
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 28,825
COMMITMENTS
3,526 1,110 154 24,137 26,701 27,817 27,965 1,008 860
CHANGES FROM 04/20/10 (CHANGE IN OPEN INTEREST: 1,294)
171 -201 82 447 762 700 643 594 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 3.9 0.5 83.7 92.6 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 5 1 9 11 18 17
Updated April 30, 2010